//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Harvey, David I."
~person:"Su, Chi-Wei"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Dickey-Fuller test"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Unit root test
27
Einheitswurzeltest
24
Theorie
16
Theory
16
Time series analysis
14
Zeitreihenanalyse
14
Estimation
9
Schätzung
9
Bubbles
7
Spekulationsblase
7
Börsenkurs
5
Share price
5
Statistical test
5
Statistischer Test
5
China
4
Cointegration
4
Fractional integration
4
Kaufkraftparität
4
Kointegration
4
Persistence
4
Purchasing power parity
4
Explosive autoregression
3
Minimum Dickey–Fuller test
3
Nichtlineare Regression
3
Nonlinear regression
3
Panel
3
Panel study
3
Regression analysis
3
Regressionsanalyse
3
Volatility
3
Volatilität
3
fractional integration
3
Eastern Europe
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Generalized sup ADF test
2
Lateinamerika
2
Latin America
2
Mean Reversion
2
more ...
less ...
Online availability
All
Undetermined
Free
26
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Undetermined
3
Author
All
Gil-Alaña, Luis A.
Harvey, David I.
Su, Chi-Wei
Chang, Tsangyao
19
Westerlund, Joakim
16
Omay, Tolga
15
Ranjbar, Omid
13
Bahmani-Oskooee, Mohsen
11
Nazlıoğlu, Şaban
11
Taylor, Robert
11
Lee, Junsoo
9
Leybourne, Stephen James
8
Phillips, Peter C. B.
8
Payne, James E.
7
Ramírez, Miguel D.
7
Furuoka, Fumitaka
6
Karul, Cagin
6
Narayan, Paresh Kumar
6
Chang, Hsu-Ling
5
Chen, Shyh-Wei
5
Elmi, Zahra Mila
5
Emirmahmutoglu, Furkan
5
Gupta, Rangan
5
Mishra, Vinod
5
Skrobotov, Anton
5
Tiwari, Aviral Kumar
5
Yaya, OlaOluwa S.
5
Albulescu, Claudiu Tiberiu
4
Cai, Yifei
4
Lee, Chien-chiang
4
Lee, Hyejin
4
Li, Haiqi
4
Lieberman, Offer
4
Meng, Ming
4
Peng, Liang
4
Smyth, Russell
4
Tu, Yundong
4
Wang, Shaoping
4
Apergēs, Nikolaos
3
Arčabić, Vladimir
3
more ...
less ...
Published in...
All
Applied economics
2
Defence and peace economics
2
Econometric reviews
2
International review of economics & finance : IREF
2
Japan and the world economy : international journal of theory and policy
2
Applied economics letters
1
Computational Statistics & Data Analysis
1
Econometric theory
1
Economics Letters
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of Econometrics
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic interaction and coordination : JEIC
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of international trade & economic development
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
RePEc
3
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
2
Does optimal R&D intensity level exist in Chinese defense enterprises?
Su, Chi-Wei
;
Wang, Kai-Hua
;
Tao, Ran
;
Lobonţ, Oana-Ramona
- In:
Defence and peace economics
32
(
2021
)
1
,
pp. 107-124
Persistent link: https://www.econbiz.de/10012392089
Saved in:
3
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
4
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
5
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
6
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
7
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
8
Does the efficient market hypothesis fit military enterprises in China?
Wang, Kai-Hua
;
Su, Chi-Wei
;
Tao, Ran
;
Chang, Hsu-Ling
- In:
Defence and peace economics
30
(
2019
)
7
,
pp. 877-889
Persistent link: https://www.econbiz.de/10012200602
Saved in:
9
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
10
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->